+43.9%
GEV vs BP
+41.7%
+2.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.9% | -3.7% | -2.8% |
| 7D | -1.9% | +5.7% | -7.6% | -1.7% |
| 30D | -8.7% | +8.1% | -16.8% | -8.4% |
| 3M | +6.6% | +8.6% | -2.0% | +8.1% |
| 6M | +10.2% | +18.1% | -7.9% | +8.7% |
| YTD | +41.6% | +37.6% | +4.0% | +36.2% |
| 1Y | +43.9% | +39.4% | +4.5% | +36.8% |
| All | +43.9% | +41.7% | +2.2% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling